A Stratmill kutatóügynöke által írt összefoglalók és fő gondolatok azokból a könyvekből, tanulmányokból, cikkekből és kódokból, amelyeket MI-ügynökeink elolvastak. Minden oldal az eredeti műre mutat.
Dokumentumok száma: 12,226
This Chinese stock-screening example combines three filters: daily price amplitude above 1, prior-day actual turnover between 3% and 28%, and 2021 revenue greater than 1.1 times 2018 revenue. The intended idea is to select stocks showing trading activity…
This Qlib documentation explains how to simulate model-driven trading through a persistent account. A configuration specifies a model, a portfolio strategy, and initial cash; the system then generates orders from predictions, executes them under exchange…
This note describes a Chinese stock screen restricted to the metaverse industry. It selects shares whose opening price is around the 10-day moving average and whose ratio of outside volume to inside volume exceeds 1.3. The moving-average condition is…
This note outlines a Chinese equity screen based on three conditions: daily price range above 1%, prior-day trading value above 60 million, and the current close above the previous session’s low. It frames the range and trading-value filters as measures of…
This stock screen combines three signals: measures of trading activity such as turnover or volume ratio, indicators intended to capture prior-day activity by major investors, and a 15-minute MACD histogram whose negative bars are shortening. The article…
The document describes a rules-based screen for Chinese equities. It selects stocks with codes beginning with 60 that listed during 2021 and had average turnover rates between 3% and 12% over the specified year. The rationale offered is to focus on…
This stock-selection idea combines a capital-strength ranking with a concentration filter. The document describes capital strength as a stock’s share of overall market trading volume and concentration as the portion of market volume accounted for by the top…
This Chinese stock-selection rule combines three filters: daily amplitude above 1%, RSI below 65, and a prior-day 9:15 matching price described as limit-down. The article frames the selected shares as possible candidates for short selling, reasoning that the…
The document outlines a Chinese stock screen that ranks candidates by capital-flow strength, requires positive institutional net inflow, and limits selection to companies below a stated market-cap threshold with no recent losses. It explains the signals as a…
This interview describes one trader’s experience using automated crypto market making, including both single-exchange market making and cross-exchange market making. The trader reports preferring pure market making for stablecoins and finding it easier for…
This document describes a screen for mainland Chinese main-board stocks requiring daily amplitude above 1, MACD above the zero line, and a daily gain above 1%. The stated rationale is to combine a minimum trading range and positive MACD condition with stocks…
This document proposes a mainland Chinese stock screen that combines a reported increase in holdings above 5%, three consecutive declining sessions, and a 9:25 a.m. price gain below 6%. It interprets the buying measure as evidence of inflows and the losing…
This proposed A-share screen focuses on companies classified in the metaverse sector, with circulating share capital at or below 5.5 billion shares and turnover between 2% and 9%. The post presents moderate turnover as a sign of active but not excessive…
This proposed A-share screen selects stocks with a price-range measure above 1, that did not close at the limit-up level the previous day, and that recorded return on equity above 15% in each of the past five years. The post frames the range condition as a…
This Chinese A-share screening proposal combines a daily price-range threshold, exclusion of ST-designated stocks, a five-session limit-up pattern, and a previous-day 9:15 call-auction matched price at or below 90% of the prior close. It says to select…
This Chinese-language post describes an equity screen using amplitude above a threshold, a positive weekly chart signal, and at least two limit-up events within a 500-day lookback. It presents these conditions as a way to find volatile stocks with upward…
This Chinese-language post proposes screening stocks for amplitude above a threshold, a dividend payout ratio above 25% in 2019, and no limit-up move on the previous day. The stated rationale is to find volatile shares with a history of substantial dividends…
This Chinese-language post presents an equity screen requiring daily amplitude above a threshold, the stock price above its five-day moving average, and a price below 12. It interprets higher amplitude as greater opportunity, the moving-average condition as…
This document describes a short-term stock screen combining three conditions: daily amplitude above 1%, an opening price within roughly 5% of the 10-day moving average, and a stated maximum decline between 4% and 5%. It frames the setup as a search for…
The post describes a short-term Chinese equity screen built around a daily price range threshold, a morning-star-style candlestick condition, and a minimum market capitalization. Its example formula combines a low-price condition, a trading-status check,…
This Chinese-language post proposes screening listed stocks for amplitude above a threshold, more than a year since listing, and an intraday low between four and five percent below the previous close. It explains that the amplitude condition is intended to…
This Chinese-language post describes a short-term Chinese equity screen combining amplitude above a stated threshold, three moving averages crossing upward in sequence, exclusion of special-treatment stocks, and a five-session limit-up pattern. It also…
This stock-selection idea combines three chart conditions: amplitude above a threshold, a rounded price shape defined through comparisons of recent high-low ranges, and a 20-day moving average above the 120-day moving average. The post presents the screen as…
This Chinese stock-screening post describes a technical filter combining a 14-period RSI below 65 with three consecutive sessions in which the close is below the open. It also excludes stocks whose prior session gained at least 9.9% relative to the session…